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Mean-Variance Analysis in Portfolio Choice and Capital Markets
MeanVariance Analysis in Portfolio Choice and Capital Markets Author:Harry M. Markowitz In 1952 "Portfolio Selection" was published, a paper which was to have a major influence on modern investment theory and practice. The purpose of this book, written by the same author, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis and to illustrate its usefulness in the practice of portfolio... more » management and the theory of capital markets.« less